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Balance Sheet Management - Model Validation - VP/Director

  • Job type: Permanent
  • Location: Charlotte
  • Salary: $150000 - $200000 per annum, Benefits: Bonus + Benefits
  • Job reference: markluk
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 19/07/2017
Big Four American Investment bank is seeking candidates with expertise in Balance Sheet Management models. The team is looking to bring in a senior individual who has a background in front office model development, pricing, or model validation.

The candidate will gain the opportunity to be part of a dynamic and growing Model Risk Management team in a premier global bank. They will gain exposure to advanced modeling techniques and be groomed to manage strong technical and high performing teams within Model Risk Management. 

The bank is e-verified and will provide relocation assistant for candidates moving to Charlotte, a beautiful low cost of living city with great weather year round. 

RESPONSIBILITIES:
  • Review and validate forecasting and pricing models
  • Oversee model validation activities carried out by model validators
  • Manage effectively business priorities to complete validation work to ensure organic growth and sustainable business opportunities
  • Provide support for regulatory and audit requests
  • Maintain effective challenge, critical thinking, independence and strong compliance to policy and procedures in model risk management activities
  • Enhance and maintain strong governance around model risk for the assigned area of business
  • Develop and retain strong teams
REQUIRED SKILLS:
  • Masters/Ph.D. in Economics, Computational Finance, Mathematics, Statistics, Physics or related degree.
  • 5+ years front office model development, pricing, or model validation
  • Proven experience with SAS, Matlab and R.
  • Experience with times series and regression modeling
  • Strong familiarity with balance sheet management modeling and products is a must. Good knowledge of rate and credit modeling is preferred.
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